Step 1: Proof the Yeast
Warm the milk to 110°F (use a thermometer to ensure accuracy). Pour into a small bowl, add 1 tablespoon of the sugar, and sprinkle the yeast over top. Stir gently and let sit for 5-10 minutes until foamy and bubbly. If the mixture doesn’t foam, your yeast is dead or the milk was too hot; start over with fresh yeast.

Step 2: Make the Dough
In a large mixing bowl or the bowl of a stand mixer, combine the flour, remaining sugar, and salt. Add the proofed yeast mixture, eggs, softened butter, and vanilla extract. Mix on low speed with the dough hook (or stir with a wooden spoon) until a shaggy dough forms. Increase speed to medium-low and knead for 8-10 minutes until the dough is smooth, elastic, and slightly tacky but not sticky. If kneading by hand, turn out onto a lightly floured surface and knead for 10-12 minutes.

Step 3: First Rise
Shape the dough into a ball and place in a greased bowl, turning once to coat all sides. Cover with a clean kitchen towel or plastic wrap. Let rise in a warm, draft-free spot for 1-1½ hours until doubled in size. The dough should feel puffy and when you gently press it with your finger, the indentation should slowly spring back.

Step 4: Roll and Cut
Punch down the dough to release air bubbles. Turn out onto a lightly floured surface and roll to ½-inch thickness (about as thick as your pointer finger). Using a 3-inch round cutter, cut out circles, placing them on a parchment-lined baking sheet as you go. Gather scraps, gently re-roll once, and cut more circles. Avoid over-handling the dough as this makes it tough.

Step 5: Second Rise
Cover the cut donuts with a kitchen towel and let rise for 30-45 minutes until puffy and nearly doubled. They should feel light and airy to the touch.

Step 6: Heat the Oil
Pour oil into a large, heavy-bottomed pot to a depth of 3 inches. Heat over medium heat to 365°F, using a thermometer to monitor. Maintaining the correct temperature is crucial—too hot and the outsides burn before the insides cook; too cool and they absorb too much oil and become greasy.

Step 7: Fry the Donuts
Carefully slide 2-3 donuts at a time into the hot oil using a slotted spoon or spider strainer. Fry for 1-2 minutes per side until deep golden brown. Don’t overcrowd the pot or the temperature will drop. Use the spider strainer to flip and remove donuts. Transfer to a wire rack set over paper towels to drain. Let the oil return to 365°F between batches.

Step 8: Fill with Jelly
Once the donuts are cool enough to handle but still slightly warm, prepare your filling. If your jam is very thick, warm it for 15-20 seconds in the microwave and stir until smooth. Transfer to a piping bag fitted with a small round tip. Insert the tip into the side of each donut and gently squeeze, filling until you feel slight resistance (about 1-2 tablespoons per donut). You’ll see the donut expand slightly when it’s full.

Step 9: Coat in Sugar
Place powdered sugar in a large shallow bowl. Roll each filled donut in the sugar, coating all sides generously. Shake off any excess. Serve immediately for best taste and texture.